Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 280,626 | 100,000 | 50,419 CHF | 18,969 CHF | 87.32% | 87.32% |
15/05/2024 | 5.98% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 297,953 | 99,752 | 49,027 CHF | 17,430 CHF | 97.11% | 97.11% |
14/05/2024 | 5.56% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 289,695 | 100,000 | 50,691 CHF | 18,515 CHF | 98.44% | 98.44% |
13/05/2024 | 5.42% | 0.17 CHF | 0.18 CHF | 300,000 | 100,000 | 280,902 | 100,000 | 50,444 CHF | 18,962 CHF | 96.50% | 96.50% |
10/05/2024 | 5.68% | 0.18 CHF | 0.19 CHF | 280,000 | 100,000 | 295,132 | 100,000 | 50,524 CHF | 18,134 CHF | 98.02% | 98.02% |
08/05/2024 | 6.48% | 0.16 CHF | 0.17 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 44,902 CHF | 15,967 CHF | 99.74% | 99.74% |
07/05/2024 | 7.88% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 36,631 CHF | 13,210 CHF | 90.72% | 90.72% |
06/05/2024 | 7.28% | 0.12 CHF | 0.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 39,826 CHF | 14,276 CHF | 97.92% | 97.92% |
03/05/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 39,042 CHF | 14,014 CHF | 97.84% | 97.84% |
02/05/2024 | 7.60% | 0.12 CHF | 0.13 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 38,023 CHF | 13,675 CHF | 95.54% | 95.54% |